Citi Put 50 NEM 16.12.2021/  DE000KE34CK0  /

EUWAX
10/25/2021  8:06:53 AM Chg.-0.006 Bid6:52:19 PM Ask6:52:19 PM Underlying Strike price Expiration date Option type
0.022EUR -21.43% 0.021
Bid Size: 150,000
0.041
Ask Size: 150,000
Newmont Corp 50.00 USD 12/16/2021 Put

Master data

WKN: KE34CK
Issuer: Citi
Currency: EUR
Underlying: Newmont Corp
Type: Warrant
Option type: Put
Strike price: 50.00 USD
Maturity: 12/16/2021
Issue date: 1/26/2021
Last trading day: 12/15/2021
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -103.12
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.24
Parity: -0.65
Time value: 0.05
Break-even: 42.48
Moneyness: 0.87
Premium: 0.14
Premium p.a.: 1.54
Spread abs.: 0.02
Spread %: 41.67%
Delta: -0.21
Theta: -0.03
Omega: -21.45
Rho: -0.02
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.028
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -46.34%
1 Month
  -84.29%
3 Months
  -80.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.041 0.028
1M High / 1M Low: 0.140 0.028
6M High / 6M Low: 0.160 0.013
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.035
Avg. volume 1W:   0.000
Avg. price 1M:   0.093
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   202.26%
Volatility 6M:   292.48%
Volatility 1Y:   -
Volatility 3Y:   -